PhD Machine Learning Research Intern — Quantitative Trading

Citadel Securities; Miami (FL); On-site; USD 205,000 - 264,000; Full time

Job summary

Citadel Securities is offering an internship where you will join a world-class quantitative research team. The program runs for 11 weeks in June through August, with some flexibility for timing and ample opportunities to network with senior colleagues and peers.

You will apply statistics, ML and AI to real data, implement algorithms in code, and back-test models while documenting findings to advance trading strategies.

Qualifications

• PhD in mathematics, statistics, physics, CS, or other highly quantitative field.
• Advanced training and strong research track record in statistics, ML, or AI.
• Hands-on programming experience in scripting (Python) and/or compiled languages (C++).
• Strong problem-solving skills demonstrated in research context.
• Ability to communicate advanced concepts concisely and logically.
• Proficiency in creating and using algorithms to investigate large data or error-checking problems.

Responsibilities

• Use statistics, machine learning or AI to extract patterns from datasets through rigorous research.
• Implement algorithms in high-quality code.
• Work with large datasets, including unconventional/unstructured data sources.
• Back-test models and document research findings.

Skills

Python programming

C++ programming

Problem solving

Communication of complex concepts

Algorithmic data analysis

Education

PhD in a highly quantitative field

Tools

Python

C++

Job description

Citadel Securities is offering an internship where you will join a world-class quantitative research team. The program runs for 11 weeks in June through August, with some flexibility for timing and ample opportunities to network with senior colleagues and peers.

You will apply statistics, ML and AI to real data, implement algorithms in code, and back-test models while documenting findings to advance trading strategies.